Online Parallel Portfolio Selection with Heterogeneous Island Model.
Stepán BalcarMartin PilátPublished in: ICTAI (2018)
Keyphrases
- portfolio selection
- island model
- parallel genetic algorithms
- evolutionary algorithm
- parallel genetic algorithm
- genetic algorithm
- parallel distributed
- population size
- portfolio optimization
- financial markets
- particle swarm optimization pso
- portfolio management
- multiple objectives
- neural network
- robust optimization
- fitness function
- transaction costs
- decision support system
- optimization problems
- np hard
- population genetics